Anic Equity¶

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Total return since start: 0.615 %¶

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Equity now: -----------------------------> 49346.9 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45285.36 Kr¶

PnL: ---------------------------------------> 229.36 Kr¶

DD now: ---------------------------------> -7.104 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 10:27:39.883876'

Anic Portfolio¶

Today¶

Return: -0.748 %¶

This Week¶

Return: 0.089 %¶

Total portfolio value¶

Return including deposits: 61.549 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.040000 1666.980000 197.980000 13.480000 1468.999998
Orrön Energy 180 -0.410000 2193.300000 150.300000 7.360000 2043.000000
Atrium Ljungberg B 5 -0.850000 986.500000 51.500000 5.510000 935.000000
Sedana Medical 93 -3.630000 2564.940000 43.940000 1.740000 2521.000011
Platzer Fastigheter Holding B 12 -1.650000 1003.200000 42.200000 4.390000 960.999996
Hexatronic Group 12 0.310000 1004.880000 37.880000 3.920000 966.999996
VEF 909 -1.140000 1887.080000 37.080000 2.000000 1850.000436
Sagax B 4 -0.890000 889.200000 35.200000 4.120000 854.000000
Sagax A 4 -0.890000 888.000000 34.000000 3.980000 854.000000
JM 6 -0.660000 896.400000 32.400000 3.750000 864.000000
Catena 2 -1.720000 824.400000 32.400000 4.090000 792.000000
OX2 13 2.720000 980.850000 30.850000 3.250000 949.999999
Hoist Finance 35 -0.690000 1009.750000 29.750000 3.040000 980.000000
Bilia A 8 0.090000 916.800000 16.800000 1.870000 900.000000
HEXPOL B 9 0.880000 1036.800000 15.800000 1.550000 1020.999996
Gränges 9 -0.100000 941.400000 13.400000 1.440000 927.999999
BioGaia B 8 -0.840000 942.400000 12.400000 1.330000 930.000000
Biotage 7 -0.660000 951.300000 10.300000 1.090000 940.999997
Byggmax Group 33 -1.360000 960.300000 4.300000 0.450000 956.000001
AcadeMedia 8 -0.890000 402.800000 0.800000 0.200000 402.000000
Clas Ohlson B 12 -1.220000 972.000000 -1.000000 -0.100000 972.999996
ASSA ABLOY B 3 -0.650000 774.600000 -4.400000 -0.560000 779.000001
EQT 4 -1.480000 824.000000 -8.000000 -0.960000 832.000000
Nordic Waterproofing Holding 7 -0.440000 949.200000 -17.800000 -1.840000 966.999999
Addnode Group B 11 -0.300000 899.250000 -21.750000 -2.360000 921.000003
SKF B 5 -0.080000 917.500000 -22.500000 -2.390000 940.000000
Alimak Group 11 -1.440000 905.300000 -22.700000 -2.450000 927.999996
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Indutrade 5 -0.670000 1182.000000 -36.000000 -2.960000 1218.000000
Latour B 4 -0.830000 809.200000 -47.800000 -5.580000 857.000000
Vitec Software Group B 2 -1.890000 1039.000000 -48.000000 -4.420000 1087.000000
Bufab 3 -1.090000 1039.200000 -69.800000 -6.290000 1109.000001
Hexagon B 26 -1.700000 3374.800000 -86.200000 -2.490000 3461.000010
BHG Group 97 -1.050000 1366.730000 -92.270000 -6.320000 1458.999989
INVISIO 16 -0.660000 3592.000000 -97.000000 -2.630000 3689.000000
TOTAL 45285.360000 229.360000 -7.10359% 45056.000411

Updated:¶

'2023-07-05 10:27:56.576831'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶